-77.3%
VXX vs USFD
+145.6%
-222.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +1.8% |
| 7D | +7.2% | -8.0% | +15.1% | -1.2% |
| 30D | -5.8% | -13.1% | +7.2% | -18.1% |
| 3M | -29.0% | +6.5% | -35.5% | -23.3% |
| 6M | -44.0% | +5.7% | -49.7% | -40.0% |
| YTD | -28.7% | +27.5% | -56.2% | -0.2% |
| 1Y | -45.2% | +23.4% | -68.6% | -26.2% |
| All | -77.3% | +145.6% | -222.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling